Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
20.11.2024 | 1.07% | 0.97 CHF | 0.98 CHF | 141'700 | 141'700 | 141'116 | 141'116 | 130'738 CHF | 132'149 CHF | 100.00% | 100.00% |
19.11.2024 | 1.08% | 0.92 CHF | 0.93 CHF | 150'300 | 150'300 | 149'680 | 149'680 | 138'086 CHF | 139'583 CHF | 100.00% | 100.00% |
18.11.2024 | 1.14% | 0.86 CHF | 0.87 CHF | 142'600 | 142'600 | 141'980 | 141'980 | 123'310 CHF | 124'730 CHF | 100.00% | 100.00% |
15.11.2024 | 1.11% | 0.89 CHF | 0.90 CHF | 136'200 | 136'200 | 135'638 | 135'638 | 121'302 CHF | 122'658 CHF | 100.00% | 100.00% |
14.11.2024 | 1.04% | 0.93 CHF | 0.94 CHF | 122'900 | 122'900 | 122'390 | 122'390 | 117'642 CHF | 118'866 CHF | 99.35% | 99.35% |
13.11.2024 | 0.98% | 1.03 CHF | 1.04 CHF | 130'300 | 130'300 | 130'219 | 130'219 | 132'897 CHF | 134'199 CHF | 100.00% | 100.00% |
12.11.2024 | 1.08% | 0.98 CHF | 0.99 CHF | 140'300 | 140'300 | 139'723 | 139'723 | 128'416 CHF | 129'813 CHF | 100.00% | 100.00% |
11.11.2024 | 1.06% | 0.91 CHF | 0.92 CHF | 133'900 | 133'900 | 133'347 | 133'347 | 124'609 CHF | 125'943 CHF | 99.93% | 99.93% |
08.11.2024 | 1.05% | 0.96 CHF | 0.97 CHF | 152'000 | 152'000 | 151'373 | 151'373 | 142'892 CHF | 144'406 CHF | 100.00% | 100.00% |
07.11.2024 | 1.13% | 0.85 CHF | 0.86 CHF | 128'600 | 128'600 | 129'473 | 129'473 | 113'848 CHF | 115'143 CHF | 100.00% | 100.00% |